CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent da

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：yj700702

【摘要】

：

【作者】

：

Shurong Zheng Zhidong Bai Jianfeng Yao Hongtu Zhu

【机构】

：

Northeast Normal University,China The University

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

Large sample covariance matrices linear spectral statistics central limit theore

下载到本地 , 更方便阅读

下载此文赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　This paper investigates the central limit theorem for linear spectral statistics of high dimensional sample covariance matrices of the form Bn = n-1∑nj =1 Qxjx*j Q* where Q is a nonrandom matrix of dimension p × k,and {xj} is a sequence of independent k-dimensional random vector with independent entries,under the assumption that p/n → y > 0.

其他文献

A nonparametric graphical model for functional data with application to brain networks based on fMRI

We introduce a nonparametric graphical model whose observations on vertices are functions.Many modern applications,such as electroencephalogram and functional magnetic resonance imaging(fMRI),produce

会议

Additive conditional independenceadditive correlation operatoradditive precisi

Semiparametric Transformation Models with Multi-Level Random Effects for Family Survival Data

For familial disease,one main task is to estimate the probability distribution of genetic mutation in carrier and non-carrier groups using pedigrees history information.

会议

Alzheimers diseaseMulti-level random effectsFamily dataNonparametric maximum

A novel and efficient algorithm for de novo discovery of mutated driver pathways in cancer

Next-generation sequencing studies on cancer somatic mutations have discovered that driver mutations tend to appear in most tumor samples,but they barely overlap in any single tumor sample,presumably

会议

DNA sequencingDriver mutationsOptimizationSubset selectionTruncated L1 penal

High dimensional two-sample covariance matrix testing via super-diagonals

We considered testing for two-sample covariance matrices of high dimensional populations.We formulate a multiple test procedure by comparing the super-diagonals of the covariance matrices.

会议

High dimensional testTwo-sample testCovariance matrixSparse alternativeMulti

Limit Behaviors of the Generalized Random Graphs

Complex networks,which describe a variety of systems found in nature and society,have attracted a tremendous amount of attention in the past decade among physicists and mathematicians.Numerous complex

会议

Complex networksgeneralized random graphsvertex degreenumber of edges

MONITORING MULTIVARIATE PROCESSES WITH GROUPED CHANGES

We consider the multivariate process monitoring when a group of variables with strong correlation tends to suffer from abnormal changes simultaneously.Such a problem arises naturally in many practical

会议

False Discovery RateMultivariate Process ControlMultivariate EWMA chartGroupe

Bernstein Inequality for Multivariate Point Processes

At first we review some classical results on Bernstein type inequalities and latest progress.Then we introduce our new results on a Bernstein type concentration inequality for multivariate point proce

会议

Bernstein InequalityMultivariate Point Processgeneric chaining methodHellinge

Biased Random Walks on Groups and Graphs

In this talk,we consider a class of biased random walks on infinite groups and graphs,and study spectral radius,escape speed,heat kernel,and free spanning forest and wired spanning forest for these ra

会议

Random WalkInfinite GroupInfinite Graph

How to work beyond being a statistical copycat in China Medicines Development?

In China medicines development,factors,including medical practice,CMC,regulatory,and many others,often prevent researchers from joining Multi-Regional Clinical Trials.

会议

Lasso adjustments of treatment effect estimates in randomized experiments

We provide a principled way for investigators to analyze randomized experiments when the number of covariates is large.Investigators often use linear multivariate regression to analyze randomized expe

会议

randomized experimentNeyman-Rubin modelaverage treatment effecthigh-dimension

CLT for linear spectral statistics of large dimensional sample covariance matrices with dependent da

其他学术论文